Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/76433
Type: Artigo de periódico
Title: A NEW TRUST REGION ALGORITHM FOR BOUND CONSTRAINED MINIMIZATION
Author: FRIEDLANDER, A
MARTINEZ, JM
SANTOS, SA
Abstract: We introduce a new algorithm of trust-region type for minimizing a differentiable function of many variables with box constraints. At each step of the algorithm we use an approximation to the minimizer of a quadratic in a box. We introduce a new method for solving this subproblem, that has finite termination without dual nondegeneracy assumptions. We prove the global convergence of the main algorithm and a result concerning the identification of the active constraints in finite time. We describe an implementation of the method and we present numerical experiments showing the effect of solving the subproblem with different degrees of accuracy.
Subject: BOUND CONSTRAINED MINIMIZATION
TRUST REGIONS
GLOBAL CONVERGENCE
Editor: Springer Verlag
Rights: fechado
Identifier DOI: 10.1007/BF01183013
Date Issue: 1994
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
WOSA1994PF32500002.pdf1.32 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.